Browsing by Author "Lambe, Brendan"
Now showing items 1-11 of 11
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Can the news tell us anything about uncertainty that the markets don’t?
Lambe, Brendan; Li, Z.; Omar, A. (Working Paper)This study investigates the dynamic interactions between changes in economic policy uncertainty and movement in price and trade volumes across a sample of 21 countries. Within a vector autoregressive framework, we find ... -
Crude Oil Pricing and the Statecraft: Lessons from Economic Sanctions
Omar, A.; Lambe, Brendan (Working Paper)This study investigates the economic implications of the US’s foreign policy of coercive sanctioning as a means of exerting pressure on other states. When sanctions are imposed we find that oil prices exhibit a significant ... -
Do Stock Market Fluctuations Affect Suicide Rates?
Wisiniewski, Tomasz; Lambe, Brendan (Working Paper)This paper uncovers a new influential factor driving suicidal behavior. Using an international sample, we document a robust and significant inverse relationship between stock market returns and the percentage increase in ... -
Does Economic Policy Uncertainty Drive CDS Spreads?
Lambe, Brendan; Wisiniewski, Tomasz (Article)This study analyzes the dynamic interactions between changes in economic policy uncertainty and the fluctuations in the cost of credit protection. We find that the differenced iTraxx and CDX indices are Granger-caused by ... -
The efficacy of market abuse regulation in the UK
Lambe, Brendan (Article)The purpose of this paper is to ascertain the efficacy of Financial Services and Markets Act (FMSA) (2000) in deterring illegal insider trading in target companies around the time of a merger and aquisition announcement. ... -
The Influence of General Strikes on Stock Market Behavior
Wisniewski, Tomasz; Lambe, Brendan; Dias, A. (Working Paper)Using a sample of 76 countries, this paper examines the impact of major strikes against government and its policies on stock market behavior. An occurrence of a general strike is detrimental to the value of equities, as ... -
New bid-ask spread estimators from daily high and low prices.
Li, Z.; Lambe, Brendan; Adegbite, Emmanuel (Article)Estimating trading costs in the absence of recorded data is a problem that continues to puzzle financial market researchers. We address this challenge by introducing two low frequency bid-ask spread estimators using ... -
The role of media in the credit crunch: The case of the banking sector
Lambe, Brendan; Wisniewski, Tomasz (Article)Using a Vector Autoregression framework, this paper investigates the dynamic relationship between the intensity of negative media speculation and the market performance of financial institutions. Evidence is provided ... -
Scaling Sustainability: Regulation and Resilience in Managerial Responses to Climate Change
Goworek, H.; Lamd, C.; Saren, M.; Parker, M.; Lambe, Brendan; Burt, G.; Zundel, M. (Article)This paper introduces the special issue of the British Journal of Management on ‘Scaling Sustainability: Regulation and Resilience inManagerial Responses to Climate Change’, providing an overview of the key issues in ... -
Stock market crashes linked to higher rates of suicide new research
Lambe, Brendan; Wisniewski, Tomasz (Other)This is a news article published in the Conversation and subsequently reprinted in Yahoo News and the International Business Times reporting the results of a study (currently under review) linking suicides to stock market ... -
An Unreliable Canary: Insider Trading, the Cash Flow Hypothesis and the Financial Crisis’
Lambe, Brendan (Article)This paper investigates whether measures of aggregated insider trading could have predicted the wider economic change that occurred in the UK around the time of the financial crisis. Seyhun's (1988, 1992) cash flow ...